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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.8d
ⓘSlippage estimate may be inaccurate (thin orderbook or partial fill)
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+113.99%
1d Period Avg+96.94%
swing±37.29%
LONG Perpl · now
−48.93%
1d avg:−17.33%
SHORT Aftermath · now
+65.07%
1d avg:+79.61%
Entry Spread Now
+0.070%
In your favorL ask 80,933 · S bid 80,989.58+$6.99 at entry
24h range −0.10%…+0.14% · median +0.03%
Long pays every1hShort pays every1h
LONGmaker0.050%/taker0.088%SHORTmaker-0.005%/taker0.045%
Loading Funding History…
↗Total PnL
+$0.98
+0.01%
$Avg Daily PnL
+$27.40
+0.2740%
★Best Day
+$24.64
Oct 17
◎Open Interest
Perpl$668.0K
Aftermath$83.5K⚡Funding APR
+100.00%
annualized · funding only
⚠Execution Cost
−$26.42
entry + exit fees
⏱Payback
23.0h
to break even
◧24h Volume
Perpl$7.17MAftermath$420.6KLoading Cumulative PnL…
How it works: Funding PnL is bucketed daily from real settlement history. Execution Cost = round-trip taker fees + live L2 orderbook slippage on both legs (−$26.42 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.